We're aware that this happens sometimes, but the hyphenation settings in LaTeX (which is what we use to make PDFs) aren't perfect, and when we do changes to try to prevent things like this from happening, other issues arise.
At some point we may tackle this again and see if we can tweak things to be a bit better, but in the meantime, the best thing to do in cases like this is add a forced line break (single newline, not new paragraph) to see if that helps. Now, that does not work properly inside a bulleted list, however...
There are some instructions in this article for doing a forced line break:
For links, we typically recommend you do this kind of thing in the body of the text:
Something something go
...which avoids having the URL go over the margin.
If it's important to you to spell out the URL in the book, we recommend you manually add a footnote after the link, maybe adding it at the end of the sentence. (If you've never made a footnote before, here's an article on how to do it: http://help.leanpub.com/en/articles/4743401-how-do-i-add-a-footnote.)
Then, in the footnote, you can spell out the link, or you can try this:
...to both spell it out and make it a link.